+14.5%
IGV vs RTX
+147.6%
-133.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.4% |
| 7D | +2.5% | +3.4% | -0.9% | +1.5% |
| 30D | -8.6% | +8.4% | -17.0% | -10.8% |
| 3M | -1.6% | -10.7% | +9.1% | +1.4% |
| 6M | +13.4% | +11.7% | +1.7% | +9.0% |
| YTD | -4.0% | +9.3% | -13.3% | -8.0% |
| 1Y | -7.6% | +13.3% | -20.9% | -12.7% |
| 3Y | +39.3% | +156.1% | -116.8% | -5.6% |
| 5Y | +14.5% | +148.5% | -134.0% | -23.9% |
| All | +14.5% | +147.6% | -133.1% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RTX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling